The following pages link to (Q2888086):
Displaying 12 items.
- Guaranteed detection of an imbalance instant of the GARCH-process (Q885777) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise (Q994210) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Method of moment estimation in the COGARCH(1,1) model (Q5427673) (← links)
- An Exponential Continuous-Time GARCH Process (Q5448745) (← links)
- Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH (Q5881701) (← links)
